Anic Equity¶

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Total return since start: 0.655 %¶

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Equity now: -----------------------------> 50550.49 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 44273.22 Kr¶

PnL: ---------------------------------------> -502.17 Kr¶

DD now: ---------------------------------> -4.838 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-19 17:02:14.961941'

Anic Portfolio¶

Today¶

Return: -0.396 %¶

This Week¶

Return: -0.396 %¶

Total portfolio value¶

Return including deposits: 65.489 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Orrön Energy 170 -1.530000 2074.850000 34.000000 1.670000 2040.850000
Hexagon B 26 -0.410000 3438.500000 27.300000 0.800000 3411.200000
Vitec Software Group B 2 -0.800000 1117.000000 16.000000 1.450000 1101.000000
Nederman Holding 1 -0.460000 215.000000 16.000000 8.040000 199.000000
Profoto Holding 7 0.240000 596.400000 14.400000 2.470000 581.999999
HEXPOL B 8 -0.250000 962.400000 7.200000 0.750000 955.200000
Hennes & Mauritz B 6 -0.570000 915.000000 5.040000 0.550000 909.960000
Hexatronic Group 15 2.060000 1072.500000 4.800000 0.450000 1067.700000
Sagax B 4 -1.990000 884.400000 1.200000 0.140000 883.200000
Platzer Fastigheter Holding B 12 -1.250000 950.400000 1.200000 0.130000 949.200000
Sagax A 4 -1.340000 884.000000 0.000000 0.000000 884.000000
INVISIO 15 -1.450000 3562.500000 0.000000 0.000000 3562.500000
ASSA ABLOY B 4 -1.510000 990.400000 -0.400000 -0.040000 990.800000
Atrium Ljungberg B 5 -0.830000 901.000000 -0.500000 -0.060000 901.500000
AcadeMedia 20 -1.020000 974.400000 -1.200000 -0.120000 975.600000
Sandvik 4 -1.650000 844.200000 -1.400000 -0.170000 845.600000
SKF B 5 -1.560000 976.000000 -2.000000 -0.200000 978.000000
Biotage 1 -8.750000 144.000000 -3.500000 -2.370000 147.500000
Latour B 4 -3.450000 850.400000 -3.600000 -0.420000 854.000000
Bufab 3 -1.220000 1068.600000 -4.200000 -0.390000 1072.800000
Addnode Group B 7 -2.950000 898.800000 -4.200000 -0.470000 903.000000
Eastnine 6 -1.630000 651.600000 -5.400000 -0.820000 657.000000
JM 7 -2.040000 942.200000 -5.600000 -0.590000 947.800000
EQT 4 -2.440000 864.000000 -6.800000 -0.780000 870.800000
BHG Group 109 -5.890000 1411.550000 -7.630000 -0.540000 1419.180000
Alimak Group 12 -0.950000 996.000000 -8.400000 -0.840000 1004.400000
Gränges 10 3.220000 1027.000000 -9.000000 -0.870000 1036.000000
OX2 12 -4.110000 897.000000 -9.600000 -1.060000 906.600000
BioGaia B 8 -3.310000 887.200000 -15.200000 -1.680000 902.400000
Creaspac SPAC 40 -0.520000 3808.000000 -16.000000 -0.420000 3824.000000
Byggmax Group 33 -3.230000 948.420000 -16.500000 -1.710000 964.920000
Vitrolife 3 -3.340000 660.000000 -17.000000 -2.510000 677.000001
Investor B 3 -2.450000 638.700000 -19.300000 -2.930000 657.999999
Catena 2 -2.840000 779.200000 -24.400000 -3.040000 803.600000
Hoist Finance 36 -2.880000 970.200000 -37.800000 -3.750000 1008.000000
VEF 788 -2.400000 1858.100000 -39.400000 -2.080000 1897.504000
Sedana Medical 93 -3.300000 2613.300000 -370.280000 -12.410000 2983.577733
TOTAL 44273.220000 -502.170000 -4.83781% 44775.391732

Updated:¶

'2023-06-19 17:02:32.109630'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶